A stabilized Chebyshev Langevin sampler, proximal SK-ROCK, accelerates Bayesian imaging by raising effective sample sizes 20-40x over MYULA at equal gradient cost.
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Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method
A stabilized Chebyshev Langevin sampler, proximal SK-ROCK, accelerates Bayesian imaging by raising effective sample sizes 20-40x over MYULA at equal gradient cost.